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(DPK), Capital Adequacy Ratio (CAR), Non Performing Financing (NPF), dan Return Of Asset (ROA) terhadap Pembiayaan Pada Perbankan Syariah”, 2011
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www.bps.go.id
LAMPIRAN
Lampiran 1 : Data Penelitian, Januari 2007 – Oktober 2012
Tahun PBPRS INFLASI DPK NPF 2007.01 Rp 710,865,000,000.00 6.26% Rp 549,213,000,000.00 8.67% 2007.02 Rp 727,831,000,000.00 6.30% Rp 561,622,000,000.00 9.29% 2007.03 Rp 748,045,000,000.00 6.52% Rp 567,354,000,000.00 8.75% 2007.04 Rp 768,616,000,000.00 6.29% Rp 587,321,000,000.00 9.54% 2007.05 Rp 787,674,000,000.00 6.01% Rp 601,761,000,000.00 8.86% 2007.06 Rp 812,178,000,000.00 5.77% Rp 601,079,000,000.00 9.11% 2007.07 Rp 797,320,000,000.00 6.06% Rp 628,586,000,000.00 8.73% 2007.08 Rp 822,772,000,000.00 6.51% Rp 651,391,000,000.00 8.44% 2007.09 Rp 865,250,000,000.00 6.95% Rp 663,074,000,000.00 8.42% 2007.10 Rp 866,593,000,000.00 6.88% Rp 672,712,000,000.00 8.77% 2007.11 Rp 888,074,000,000.00 6.71% Rp 702,717,000,000.00 8.38% 2007.12 Rp 876,921,000,000.00 6.59% Rp 707,706,000,000.00 7.98% 2008.01 Rp 878,802,000,000.00 7.36% Rp 730,495,000,000.00 8.09% 2008.02 Rp 919,179,000,000.00 7.40% Rp 759,736,000,000.00 8.17% 2008.03 Rp 944,412,000,000.00 8.17% Rp 772,220,000,000.00 7.90% 2008.04 Rp 993,766,000,000.00 8.96% Rp 821,918,000,000.00 7.45% 2008.05 Rp 1,013,334,000,000.00 10.38% Rp 809,005,000,000.00 7.17% 2008.06 Rp 1,112,763,000,000.00 11.03% Rp 865,319,000,000.00 7.51% 2008.07 Rp 1,156,555,000,000.00 11.90% Rp 892,203,000,000.00 7.23% 2008.08 Rp 1,193,606,000,000.00 11.85% Rp 890,571,000,000.00 6.93% 2008.09 Rp 1,247,657,000,000.00 12.14% Rp 896,909,000,000.00 6.92% 2008.10 Rp 1,262,653,000,000.00 11.77% Rp 912,293,000,000.00 8.22% 2008.11 Rp 1,268,289,000,000.00 11.68% Rp 930,765,000,000.00 8.54% 2008.12 Rp 1,256,610,000,000.00 11.06% Rp 972,809,000,000.00 8.38% 2009.01 Rp 1,259,695,000,000.00 9.17% Rp 991,074,000,000.00 8.81% 2009.02 Rp 1,276,637,000,000.00 8.60% Rp 994,532,000,000.00 8.74% 2009.03 Rp 1,332,419,000,000.00 7.92% Rp 1,034,228,000,000.00 8.41% 2009.04 Rp 1,360,913,000,000.00 7.31% Rp 1,051,002,000,000.00 8.32% 2009.05 Rp 1,381,473,000,000.00 6.04% Rp 1,068,920,000,000.00 8.22% 2009.06 Rp 1,409,900,000,000.00 3.65% Rp 1,082,786,000,000.00 7.91% 2009.07 Rp 1,451,252,000,000.00 2.71% Rp 1,124,525,000,000.00 7.72%
2009.08 Rp 1,501,553,000,000.00 2.75% Rp 1,139,960,000,000.00 7.80% 2009.09 Rp 1,523,415,000,000.00 2.83% Rp 1,158,034,000,000.00 8.12% 2009.10 Rp 1,546,866,000,000.00 2.57% Rp 1,201,652,000,000.00 7.74% 2009.11 Rp 1,576,229,000,000.00 2.41% Rp 1,228,468,000,000.00 8.36% 2009.12 Rp 1,586,919,000,000.00 2.78% Rp 1,250,609,000,000.00 7.03% 2010.01 Rp 1,586,580,000,000.00 3.72% Rp 1,283,495,000,000.00 7.36% 2010.02 Rp 1,653,875,000,000.00 3.81% Rp 1,310,184,000,000.00 7.48% 2010.03 Rp 1,690,571,000,000.00 3.43% Rp 1,309,987,000,000.00 7.37% 2010.04 Rp 1,757,256,000,000.00 3.91% Rp 1,346,422,000,000.00 7.19% 2010.05 Rp 1,817,361,000,000.00 4.16% Rp 1,385,541,000,000.00 7.13% 2010.06 Rp 1,873,570,000,000.00 5.05% Rp 1,385,733,000,000.00 6.92% 2010.07 Rp 1,925,743,000,000.00 6.22% Rp 1,418,728,000,000.00 7.16% 2010.08 Rp 1,954,179,000,000.00 6.44% Rp 1,396,035,000,000.00 7.18% 2010.09 Rp 1,979,912,000,000.00 5.80% Rp 1,457,768,000,000.00 7.43% 2010.10 Rp 2,042,042,000,000.00 5.67% Rp 1,531,241,000,000.00 7.48% 2010.11 Rp 2,041,367,000,000.00 6.33% Rp 1,517,715,000,000.00 7.53% 2010.12 Rp 2,060,437,000,000.00 6.96% Rp 1,603,778,000,000.00 6.50% 2011.01 Rp 2,084,220,000,000.00 7.02% Rp 1,640,651,000,000.00 6.79% 2011.02 Rp 2,139,992,000,000.00 6.84% Rp 1,668,330,000,000.00 7.04% 2011.03 Rp 2,163,977,000,000.00 6.65% Rp 1,672,303,000,000.00 7.15% 2011.04 Rp 2,216,572,000,000.00 6.16% Rp 1,700,135,000,000.00 7.02% 2011.05 Rp 2,328,813,000,000.00 5.98% Rp 1,765,586,000,000.00 6.82% 2011.06 Rp 2,431,963,000,000.00 5.54% Rp 1,785,628,000,000.00 7.09% 2011.07 Rp 2,501,869,000,000.00 4.61% Rp 1,829,152,000,000.00 7.00% 2011.08 Rp 2,576,971,000,000.00 4.79% Rp 1,846,202,000,000.00 7.05% 2011.09 Rp 2,563,432,000,000.00 4.61% Rp 1,902,369,000,000.00 7.05% 2011.10 Rp 2,620,259,000,000.00 4.42% Rp 1,962,353,000,000.00 7.10% 2011.11 Rp 2,691,843,000,000.00 4.15% Rp 2,035,207,000,000.00 7.30% 2011.12 Rp 2,675,930,000,000.00 4.79% Rp 2,095,333,000,000.00 6.11% 2012.01 Rp 2,726,937,000,000.00 3.65% Rp 2,191,946,000,000.00 6.68% 2012.02 Rp 2,818,790,000,000.00 3.97% Rp 2,254,563,000,000.00 6.61% 2012.03 Rp 2,910,280,000,000.00 4.50% Rp 2,318,437,000,000.00 6.42% 2012.04 Rp 2,997,076,000,000.00 4.50% Rp 2,397,989,000,000.00 6.50% 2012.05 Rp 3,105,951,000,000.00 4.45% Rp 2,464,205,000,000.00 6.47% 2012.06 Rp 3,218,420,000,000.00 4.53% Rp 2,480,775,000,000.00 6.39% 2012.07 Rp 3,313,819,000,000.00 4.56% Rp 2,553,710,000,000.00 6.68% 2012.08 Rp 3,335,761,000,000.00 4.58% Rp 2,611,314,000,000.00 6.91%
Lampiran 2 : Hasil Uji Normalitas 0 2 4 6 8 10 12 -0.04 -0.02 -0.00 0.02 0.04 0.06 Series: Residuals Sample 2007M02 2012M10 Observations 69 Mean 1.86e-18 Median 0.001880 Maximum 0.055107 Minimum -0.045927 Std. Dev. 0.016930 Skewness -0.068269 Kurtosis 3.898504 Jarque-Bera 2.374614 Probability 0.305042 2012.09 Rp 3,404,739,000,000.00 4.31% Rp 2,686,937,000,000.00 6.87% 2012.10 Rp 3,465,137,000,000.00 4.61% Rp 2,776,159,000,000.00 6.83%
Lampiran 3 : Hasil Uji Linieritas
Ramsey RESET Test:
F-statistic 1.951314 Prob. F(1,60) 0.1676
Log likelihood ratio 2.208293 Prob. Chi-Square(1) 0.1373
Test Equation:
Dependent Variable: D(LNPBPRS) Method: Least Squares
Date: 04/15/13 Time: 02:41 Sample: 2007M02 2012M10 Included observations: 69
Variable Coefficient Std. Error t-Statistic Prob.
C -0.050716 0.685689 -0.073963 0.9413
D(LNDPK) -0.062756 0.247411 -0.253650 0.8006
D(NPF) -0.014022 0.600354 -0.023356 0.9814
D(INFLASI) -0.073932 0.386117 -0.191476 0.8488
FITTED^2 22.15083 15.85720 1.396894 0.1676
R-squared 0.303038 Mean dependent var 0.022957
Adjusted R-squared 0.210109 S.D. dependent var 0.017660
S.E. of regression 0.015696 Akaike info criterion -5.349749
Sum squared resid 0.014781 Schwarz criterion -5.058343
Log likelihood 193.5663 Hannan-Quinn criter. -5.234139
F-statistic 3.260981 Durbin-Watson stat 1.647335
Lampiran 4 : Hasil Uji Stasioneritas Variabel Total Pembiayaan (LnPBPRS) Null Hypothesis: LNPBPRS has a unit root
Exogenous: Constant
Bandwidth: 3 (Newey-West using Bartlett kernel)
Adj. t-Stat Prob.* Phillips-Perron test statistic -0.349632 0.9111 Test critical values: 1% level -3.528515
5% level -2.904198 10% level -2.589562 *MacKinnon (1996) one-sided p-values.
Residual variance (no correction) 0.000307 HAC corrected variance (Bartlett kernel) 0.000414
Phillips-Perron Test Equation Dependent Variable: D(LNPBPRS) Method: Least Squares
Date: 04/15/13 Time: 02:58
Sample (adjusted): 2007M02 2012M10 Included observations: 69 after adjustments
Variable Coefficient Std. Error t-Statistic Prob. LNPBPRS(-1) -0.001649 0.004710 -0.350189 0.7273 C 0.069267 0.132261 0.523716 0.6022 R-squared 0.001827 Mean dependent var 0.022957 Adjusted R-squared -0.013071 S.D. dependent var 0.017660 S.E. of regression 0.017775 Akaike info criterion -5.193452 Sum squared resid 0.021170 Schwarz criterion -5.128695 Log likelihood 181.1741 Hannan-Quinn criter. -5.167761 F-statistic 0.122632 Durbin-Watson stat 1.702742 Prob(F-statistic) 0.727296
Lampiran 5 : Uji Stasioner Variabel Dana Pihak Ketiga (LnDPK)
Null Hypothesis: LNDPK has a unit root Exogenous: Constant
Bandwidth: 2 (Newey-West using Bartlett kernel)
Adj. t-Stat Prob.* Phillips-Perron test statistic 0.325849 0.9781 Test critical values: 1% level -3.528515
5% level -2.904198 10% level -2.589562 *MacKinnon (1996) one-sided p-values.
Residual variance (no correction) 0.000273 HAC corrected variance (Bartlett kernel) 0.000141
Phillips-Perron Test Equation Dependent Variable: D(LNDPK) Method: Least Squares
Date: 04/15/13 Time: 03:00
Sample (adjusted): 2007M02 2012M10 Included observations: 69 after adjustments
Variable Coefficient Std. Error t-Statistic Prob. LNDPK(-1) 0.000722 0.004485 0.160921 0.8726 C 0.003407 0.124776 0.027302 0.9783 R-squared 0.000386 Mean dependent var 0.023483 Adjusted R-squared -0.014533 S.D. dependent var 0.016636 S.E. of regression 0.016756 Akaike info criterion -5.311525 Sum squared resid 0.018812 Schwarz criterion -5.246768 Log likelihood 185.2476 Hannan-Quinn criter. -5.285834 F-statistic 0.025896 Durbin-Watson stat 2.699426 Prob(F-statistic) 0.872640
Lampiran 6 : Uji Stasioner Variabel NPF Null Hypothesis: NPF has a unit root
Exogenous: Constant
Bandwidth: 3 (Newey-West using Bartlett kernel)
Adj. t-Stat Prob.* Phillips-Perron test statistic -1.957628 0.3046 Test critical values: 1% level -3.528515
5% level -2.904198 10% level -2.589562 *MacKinnon (1996) one-sided p-values.
Residual variance (no correction) 1.54E-05 HAC corrected variance (Bartlett kernel) 1.05E-05
Phillips-Perron Test Equation Dependent Variable: D(NPF) Method: Least Squares Date: 04/15/13 Time: 03:03
Sample (adjusted): 2007M02 2012M10 Included observations: 69 after adjustments
Variable Coefficient Std. Error t-Statistic Prob. NPF(-1) -0.134707 0.059581 -2.260914 0.0270 C 0.009971 0.004554 2.189772 0.0320 R-squared 0.070886 Mean dependent var -0.000267 Adjusted R-squared 0.057019 S.D. dependent var 0.004103 S.E. of regression 0.003985 Akaike info criterion -8.184244 Sum squared resid 0.001064 Schwarz criterion -8.119487 Log likelihood 284.3564 Hannan-Quinn criter. -8.158553 F-statistic 5.111733 Durbin-Watson stat 2.462925 Prob(F-statistic) 0.027017
Lampiran 7 : Uji Stasioner Variabel Inflasi Null Hypothesis: INFLASI has a unit root
Exogenous: Constant
Bandwidth: 5 (Newey-West using Bartlett kernel)
Adj. t-Stat Prob.* Phillips-Perron test statistic -1.715749 0.4189 Test critical values: 1% level -3.528515
5% level -2.904198 10% level -2.589562 *MacKinnon (1996) one-sided p-values.
Residual variance (no correction) 4.03E-05 HAC corrected variance (Bartlett kernel) 0.000111
Phillips-Perron Test Equation Dependent Variable: D(INFLASI) Method: Least Squares
Date: 04/15/13 Time: 03:05
Sample (adjusted): 2007M02 2012M10 Included observations: 69 after adjustments
Variable Coefficient Std. Error t-Statistic Prob. INFLASI(-1) -0.030512 0.031314 -0.974374 0.3334 C 0.001642 0.002080 0.789271 0.4327 R-squared 0.013972 Mean dependent var -0.000239 Adjusted R-squared -0.000745 S.D. dependent var 0.006436 S.E. of regression 0.006439 Akaike info criterion -7.224439 Sum squared resid 0.002778 Schwarz criterion -7.159682 Log likelihood 251.2431 Hannan-Quinn criter. -7.198748 F-statistic 0.949404 Durbin-Watson stat 0.985674 Prob(F-statistic) 0.333376
Lampiran 8 : Uji Derajat Integrasi Variabel Total Pembiayaan (PBPRS) Null Hypothesis: D(LNPBPRS) has a unit root
Exogenous: Constant
Bandwidth: 3 (Newey-West using Bartlett kernel)
Adj. t-Stat Prob.* Phillips-Perron test statistic -7.049484 0.0000 Test critical values: 1% level -3.530030
5% level -2.904848 10% level -2.589907 *MacKinnon (1996) one-sided p-values.
Residual variance (no correction) 0.000305 HAC corrected variance (Bartlett kernel) 0.000333
Phillips-Perron Test Equation Dependent Variable: D(LNPBPRS,2) Method: Least Squares
Date: 04/15/13 Time: 03:07
Sample (adjusted): 2007M03 2012M10 Included observations: 68 after adjustments
Variable Coefficient Std. Error t-Statistic Prob. D(LNPBPRS(-1)) -0.851708 0.121815 -6.991794 0.0000 C 0.019532 0.003535 5.525246 0.0000 R-squared 0.425513 Mean dependent var -8.83E-05 Adjusted R-squared 0.416809 S.D. dependent var 0.023214 S.E. of regression 0.017728 Akaike info criterion -5.198396 Sum squared resid 0.020742 Schwarz criterion -5.133117 Log likelihood 178.7455 Hannan-Quinn criter. -5.172531 F-statistic 48.88519 Durbin-Watson stat 2.023458 Prob(F-statistic) 0.000000
Lampiran 9 : Uji Derajat Integrasi Variabel DPK Null Hypothesis: D(LNDPK) has a unit root
Exogenous: Constant
Bandwidth: 2 (Newey-West using Bartlett kernel)
Adj. t-Stat Prob.* Phillips-Perron test statistic -12.04866 0.0001 Test critical values: 1% level -3.530030
5% level -2.904848 10% level -2.589907 *MacKinnon (1996) one-sided p-values.
Residual variance (no correction) 0.000243 HAC corrected variance (Bartlett kernel) 0.000208
Phillips-Perron Test Equation Dependent Variable: D(LNDPK,2) Method: Least Squares
Date: 04/15/13 Time: 03:12
Sample (adjusted): 2007M03 2012M10 Included observations: 68 after adjustments
Variable Coefficient Std. Error t-Statistic Prob. D(LNDPK(-1)) -1.352096 0.115505 -11.70600 0.0000 C 0.031721 0.003309 9.586736 0.0000 R-squared 0.674926 Mean dependent var 0.000152 Adjusted R-squared 0.670000 S.D. dependent var 0.027520 S.E. of regression 0.015809 Akaike info criterion -5.427481 Sum squared resid 0.016495 Schwarz criterion -5.362201 Log likelihood 186.5344 Hannan-Quinn criter. -5.401615 F-statistic 137.0305 Durbin-Watson stat 2.098910 Prob(F-statistic) 0.000000
Lampiran 10 : Uji Derajat Integrasi Variabel NPF Null Hypothesis: D(NPF) has a unit root
Exogenous: Constant
Bandwidth: 4 (Newey-West using Bartlett kernel)
Adj. t-Stat Prob.* Phillips-Perron test statistic -12.15365 0.0001 Test critical values: 1% level -3.530030
5% level -2.904848 10% level -2.589907 *MacKinnon (1996) one-sided p-values.
Residual variance (no correction) 1.43E-05 HAC corrected variance (Bartlett kernel) 1.19E-05
Phillips-Perron Test Equation Dependent Variable: D(NPF,2) Method: Least Squares Date: 04/15/13 Time: 03:14
Sample (adjusted): 2007M03 2012M10 Included observations: 68 after adjustments
Variable Coefficient Std. Error t-Statistic Prob. D(NPF(-1)) -1.332629 0.113639 -11.72688 0.0000 C -0.000450 0.000467 -0.962682 0.3392 R-squared 0.675707 Mean dependent var -9.71E-05 Adjusted R-squared 0.670793 S.D. dependent var 0.006701 S.E. of regression 0.003845 Akaike info criterion -8.255089 Sum squared resid 0.000976 Schwarz criterion -8.189809 Log likelihood 282.6730 Hannan-Quinn criter. -8.229223 F-statistic 137.5196 Durbin-Watson stat 2.001583 Prob(F-statistic) 0.000000
Lampiran 11 : Uji Derajat Integrasi Variabel Inflasi Null Hypothesis: D(INFLASI) has a unit root
Exogenous: Constant
Bandwidth: 1 (Newey-West using Bartlett kernel)
Adj. t-Stat Prob.* Phillips-Perron test statistic -4.645508 0.0003 Test critical values: 1% level -3.530030
5% level -2.904848 10% level -2.589907 *MacKinnon (1996) one-sided p-values.
Residual variance (no correction) 3.11E-05 HAC corrected variance (Bartlett kernel) 3.02E-05
Phillips-Perron Test Equation Dependent Variable: D(INFLASI,2) Method: Least Squares
Date: 04/15/13 Time: 03:15
Sample (adjusted): 2007M03 2012M10 Included observations: 68 after adjustments
Variable Coefficient Std. Error t-Statistic Prob. D(INFLASI(-1)) -0.500775 0.106914 -4.683904 0.0000 C -0.000105 0.000688 -0.153263 0.8787 R-squared 0.249479 Mean dependent var 3.82E-05 Adjusted R-squared 0.238108 S.D. dependent var 0.006489 S.E. of regression 0.005664 Akaike info criterion -7.480509 Sum squared resid 0.002117 Schwarz criterion -7.415229 Log likelihood 256.3373 Hannan-Quinn criter. -7.454643 F-statistic 21.93896 Durbin-Watson stat 2.050457 Prob(F-statistic) 0.000015
Lampiran 12 : Uji Kointegrasi Philips Perron Null Hypothesis: RESID01 has a unit root
Exogenous: Constant
Bandwidth: 0 (Newey-West using Bartlett kernel)
Adj. t-Stat Prob.* Phillips-Perron test statistic -8.288020 0.0000 Test critical values: 1% level -3.531592
5% level -2.905519 10% level -2.590262 *MacKinnon (1996) one-sided p-values.
Residual variance (no correction) 3.15E-05 HAC corrected variance (Bartlett kernel) 3.15E-05
Phillips-Perron Test Equation Dependent Variable: D(RESID01) Method: Least Squares
Date: 04/15/13 Time: 03:17
Sample (adjusted): 2007M04 2012M10 Included observations: 67 after adjustments
Variable Coefficient Std. Error t-Statistic Prob. RESID01(-1) -1.031323 0.124435 -8.288020 0.0000 C -3.35E-05 0.000696 -0.048133 0.9618 R-squared 0.513805 Mean dependent var 3.50E-05 Adjusted R-squared 0.506325 S.D. dependent var 0.008110 S.E. of regression 0.005698 Akaike info criterion -7.467918 Sum squared resid 0.002111 Schwarz criterion -7.402106 Log likelihood 252.1752 Hannan-Quinn criter. -7.441876 F-statistic 68.69128 Durbin-Watson stat 1.978798 Prob(F-statistic) 0.000000
Lampiran 13 : Uji Asumsi Klasik 1. Uji Multikolinieritas DLNDPK DINFLASI DNPF DLNDPK 1.000000 -0.018498 -0.063764 DINFLASI -0.018498 1.000000 -0.197251 DNPF -0.063764 -0.197251 1.000000 2. Uji Autokolerasi
Breusch-Godfrey Serial Correlation LM Test:
F-statistic 0.997475 Prob. F(2,59) 0.3749 Obs*R-squared 2.256769 Prob. Chi-Square(2) 0.3236
3. Uji Heterokedastisitas
Heteroskedasticity Test: White
F-statistic 1.911468 Prob. F(35,33) 0.0322 Obs*R-squared 46.20752 Prob. Chi-Square(35) 0.0974 Scaled explained SS 43.55124 Prob. Chi-Square(35) 0.1521
Lampiran 14 : Hasil Estimasi Model dinamis Error Correction Model (ECM)
Dependent Variable: D(LNPBPRS) Method: Least Squares
Date: 01/27/13 Time: 23:31
Sample (adjusted): 2007M02 2012M10 Included observations: 69 after adjustments
Variable Coefficient Std. Error t-Statistic Prob. C 0.764596 0.362670 2.108243 0.0391 D(LNDPK) 0.243404 0.115679 2.104125 0.0395 D(NPF) -0.154115 0.596516 -0.258359 0.7970 D(INFLASI) -0.205306 0.377398 -0.544006 0.5884 LNDPK(-1) -0.021328 0.011479 -1.857963 0.0680 NPF(-1) -1.286195 0.633232 -2.031158 0.0466 INFLASI(-1) 0.173486 0.122841 1.412287 0.1629 ECT 0.168579 0.059598 2.828581 0.0063 R-squared 0.280371 Mean dependent var 0.022957 Adjusted R-squared 0.197791 S.D. dependent var 0.017660 S.E. of regression 0.015818 Akaike info criterion -5.346730 Sum squared resid 0.015262 Schwarz criterion -5.087703 Log likelihood 192.4622 Hannan-Quinn criter. -5.243965 F-statistic 3.395129 Durbin-Watson stat 1.715516 Prob(F-statistic) 0.003982